• Title/Summary/Keyword: Mathematical journal

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A Study on VaR Stability for Operational Risk Management (운영리스크 VaR 추정값의 안정성검증 방법 연구)

  • Kim, Hyun-Joong;Kim, Woo-Hwan;Lee, Sang-Cheol;Im, Jong-Ho;Cho, Sang-Hee;Kim, Ah-Hyoun
    • Communications for Statistical Applications and Methods
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    • v.15 no.5
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    • pp.697-708
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    • 2008
  • Operational risk is defined as the risk of loss resulting from inadequate or failed internal processes, people and systems, or external events. The advanced measurement approach proposed by Basel committee uses loss distribution approach(LDA) which quantifies operational loss based on bank's own historical data and measurement system. LDA involves two distribution fittings(frequency and severity) and then generates aggregate loss distribution by employing mathematical convolution. An objective validation for the operational risk measurement is essential because the operational risk measurement allows flexibility and subjective judgement to calculate regulatory capital. However, the methodology to verify the soundness of the operational risk measurement was not fully developed because the internal operational loss data had been extremely sparse and the modeling of extreme tail was very difficult. In this paper, we propose a methodology for the validation of operational risk measurement based on bootstrap confidence intervals of operational VaR(value at risk). We derived two methods to generate confidence intervals of operational VaR.

Mitochondrial DNA analysis of ancient human bones excavated from Nukdo island, S.Korea

  • Kim, Ae-Jin;Kim, Ki-Jeong;Choi, Jee-Hye;Choi, Eun-Ha;Jung, Yu-Jin;Min, Na-Young;Lkhagvasuren, Gavaachimed;Rhee, Sang-Myung;Kim, Jae-Hyun;Noh, Maeng-Seok;Park, Ae-Ja;Kim, Kyung-Yong;Kang, Yoon-Sung;Lee, Kwang-Ho;Kim, Keun-Cheol
    • BMB Reports
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    • v.43 no.2
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    • pp.133-139
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    • 2010
  • We have performed analyses using ancient DNA extracted from 25 excavated human bones, estimating around the 1st century B.C. Ancient human bones were obtained from Nukdo Island, which is located off of the Korean peninsula of East Asia. We made concerted efforts to extract ancient DNA of high quality and to obtain reproducible PCR products, as this was a primary consideration for this extensive kind of undertaking. We performed PCR amplifications for several regions of the mitochondrial DNA, and could determine mitochondrial haplogroups for 21 ancient DNA samples. Genetic information from mitochondrial DNA belonged to super-haplogroup M, haplogroup D or its sub-haplogroups (D4 or D4b), which are distinctively found in East Asians, including Koreans or Japanese. The dendrogram and principal component analysis based on haplogroup frequencies revealed that the Nukdo population was close to those of the East Asians and clearly distinguished from populations shown in the other regions. Considering that Nukdo is geologically isolated in the southern part of the Korean peninsula and is a site of commercial importance with neighboring countries, these results may reflect genetic continuity for the habitation and migration of ethnic groups who had lived in a particular area in the past. Therefore, we suggest that phylogenetic analyses of ancient DNA have significant advantages for clarifying the origins and migrations of ethnic groups, or human races.

Cause-based Categorization of the Riparian Vegetative Recruitment and Corresponding Research Direction (하천식생 이입현상의 원인 별 유형화 및 연구 방향)

  • Woo, Hyoseop;Park, Moonhyeong
    • Ecology and Resilient Infrastructure
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    • v.3 no.3
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    • pp.207-211
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    • 2016
  • This study focuses on the categorization of the phenomenon of vegetative recruitment on riparian channels, so called, the phenomenon from "white river" to "green river", and proposes for the corresponding research direction. According to the literature review and research outputs obtained from the authors' previous research performed in Korea within a limited scope, the necessary and sufficient conditions for the recruitment and retrogression of riparian vegetation may be the mechanical disturbance (riverbed tractive stress), soil moisture (groundwater level, topography, composition of riverbed material, precipitation etc.), period of submergence, extreme weather, and nutrient inflow. In this study, two categories, one for the reduction in spring flood due to the change in spring precipitation pattern in unregulated rivers and the other for the increase in nutrient inflow into streams, both of which were partially proved, have been added in the categorization of the vegetative recruitment and retrogression on the riparian channels. In order to scientifically investigate further the phenomenon of the riparian vegetative recruitment and retrogression and develop the working riparian vegetative models, it is necessary to conduct a systematic nationwide survey on the "white to green" rivers, establishment of the categorization of the vegetation recruitment and retrogression based on the proof of those hypotheses and detailed categorization, development of the working mathematical models for the dynamic riparian vegetative recruitment and retrogression, and adaptive management for the river changes.

GIS-based Data-driven Geological Data Integration using Fuzzy Logic: Theory and Application (퍼지 이론을 이용한 GIS기반 자료유도형 지질자료 통합의 이론과 응용)

  • ;;Chang-Jo F. Chung
    • Economic and Environmental Geology
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    • v.36 no.3
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    • pp.243-255
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    • 2003
  • The mathematical models for GIS-based spatial data integration have been developed for geological applications such as mineral potential mapping or landslide susceptibility analysis. Among various models, the effectiveness of fuzzy logic based integration of multiple sets of geological data is investigated and discussed. Unlike a traditional target-driven fuzzy integration approach, we propose a data-driven approach that is derived from statistical relationships between the integration target and related spatial geological data. The proposed approach consists of four analytical steps; data representation, fuzzy combination, defuzzification and validation. For data representation, the fuzzy membership functions based on the likelihood ratio functions are proposed. To integrate them, the fuzzy inference network is designed that can combine a variety of different fuzzy operators. Defuzzification is carried out to effectively visualize the relative possibility levels from the integrated results. Finally, a validation approach based on the spatial partitioning of integration targets is proposed to quantitatively compare various fuzzy integration maps and obtain a meaningful interpretation with respect to future events. The effectiveness and some suggestions of the schemes proposed here are illustrated by describing a case study for landslide susceptibility analysis. The case study demonstrates that the proposed schemes can effectively identify areas that are susceptible to landslides and ${\gamma}$ operator shows the better prediction power than the results using max and min operators from the validation procedure.

An Analysis on Teachers' Behaviors in Problem Presenting and Solving Activities in Elementary Mathematics Class (초등수학수업의 과제제시 및 해결활동에서 나타나는 교사의 행동 분석)

  • Lee, Yun-Mi;Kang, Wan
    • Education of Primary School Mathematics
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    • v.11 no.2
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    • pp.121-139
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    • 2008
  • This study analyzed problem presenting and solving activities in elementary school mathematics class to enhance insights of teachers in class for providing real meaning of learning. Following research problems were selected to provide basic information for improving to sound student oriented lesson rather than teacher oriented lessons. Protocols were made based on video information of 5th grade elementary school 'Na' level figure and measurement area 3. Congruence of figures, 4. Symmetry of figures, and 6. Areas and weight. Protocols were analyzed with numbering, comment, coding and categorizing processes. This study is an qualitative exploratory research held toward three teachers of 5th grade for problem solving activities analysis in problem presenting method, opportunity to providing method to solve problems and teachers' behavior in problem solving activities. Following conclusions were obtained through this study. First, problem presenting method, opportunity providing method to solve problems and teachers' behavior in problem solving activities were categorized in various types. Second, Effective problem presenting methods for understanding in mathematics problem solving activities are making problem solving method questions or explaining contents of problems. Then the students clearly recognize problems to solve and they can conduct searches and exploratory to solve problems. At this point, the students understood fully what their assignments were and were also able to search for methods to solve the problem. Third, actual opportunity providing method for problem solving is to provide opportunity to present activities results. Then students can experience expressing what they have explored and understood during problem solving activities as well as communications with others. At this point, the students independently completed their assignments, expressed their findings and understandings in the process, and communicated with others. Fourth, in order to direct the teachers' changes in behaviors towards a positive direction, the teacher must be able to firmly establish himself or herself as a teaching figure in order to promote students' independent actions.

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An Analysis on Lessons and Actual Teaching of 'Game Activities' in Elementary Mathematics Textbooks (수학 교과서의 '재미있는 놀이' 차시의 내용 및 지도 실태 분석)

  • Yoon, Su-Ryoun;Kang, Wan;Paik, Seok-Yoon
    • Education of Primary School Mathematics
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    • v.12 no.1
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    • pp.39-55
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    • 2009
  • For this study, the 'Game Activities' lessons presented in the math textbooks from the 1st grade to the 6th were examined in terms of learning materials, the learning members' make-up, the playing structures, and the relation with the contents. In addition, the survey by means of questionnaires was conducted to analyze the actual condition of teachers' guidance in the field. The findings from this research were as follows: First, as for the activities presented in the textbooks, it turned out that too much emphasis is placed upon plays mainly using learning materials such as cards and dice played by teams of two. In addition, there have been shown negative aspects in various ways of plays putting too much emphasis on certain types of plays such as and structures. As for the relation with the contents, although lots of efforts were taken to connect the playing activity to the lesson contents, there were units presenting plays based on the preceding lesson's repeated activity, ones that have weak link with the contents. Second, it turned out that the teachers had negative attitude on the guidance using the 'Game Activities' lesson, although they were aware of the effects of playing in math learning. This seemed to result from the delicate variety and insufficient preparation for the play. Besides, the findings indicate that the appreciation and activity of the 'Game Activities' lesson presented as a way of performance evaluation. for play need to be provided in school or classrooms for teachers and students to make good use of them.

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Using GSP Construction Improving Figure Analysis Ability of Pre-service Elementary Teachers (예비 초등 교사의 도형 분석 능력 신장을 위한 GSP 작도의 활용)

  • Roh, Eun Hwan;Kang, Jeong Gi;Kim, Min Jeong;Jeong, Sang Tae
    • Education of Primary School Mathematics
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    • v.17 no.2
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    • pp.127-157
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    • 2014
  • The purpose of the study is to enhance the figure analysis ability for pre-service elementary teacher by using GSP. To do this, we limited to teaching competence divide into ability various problem-solving, extract key elements, predict the difficulty of student and investigated the initial of them, the reality of GSP construction. As results, pre-service elementary teachers made errors, proposed teaching focused on the character using in the problem solving, and found that in one particular difficulties to find the students. The reality of GSP construction activity was possible to explore through the partially constructed a number of various properties, but we found to have difficulty in the connection between concepts. and integrated view of the problem analysis. After visual identification and exploration through the GSP construction, problem-solving ability became a little more variety and changed their direction in order to focus the student's anticipated difficulties. From these results, we could extract some pedagogical implications helping pre-service teachers to reinforce teaching competence by GSP construction.

The Relationship between Mathematically Gifted Elementary Students' Math Creative Problem Solving Ability and Metacognition (초등수학영재의 수학 창의적 문제해결력과 메타인지와의 관계)

  • Shin, Seung Yoon;Ryu, Sung Rim
    • Education of Primary School Mathematics
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    • v.17 no.2
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    • pp.95-111
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    • 2014
  • The purpose of this study is to determine the relationship between metacognition and math creative problem solving ability. Specific research questions set up according to the purpose of this study are as follows. First, what relation does metacognition has with creative math problem-solving ability of mathematically gifted elementary students? Second, how does each component of metacognition (i.e. metacognitive knowledge, metacognitive regulation, metacognitive experiences) influences the math creative problem solving ability of mathematically gifted elementary students? The present study was conducted with a total of 80 fifth grade mathematically gifted elementary students. For assessment tools, the study used the Math Creative Problem Solving Ability Test and the Metacognition Test. Analyses of collected data involved descriptive statistics, computation of Pearson's product moment correlation coefficient, and multiple regression analysis by using the SPSS Statistics 20. The findings from the study were as follows. First, a great deal of variability between individuals was found in math creative problem solving ability and metacognition even within the group of mathematically gifted elementary students. Second, significant correlation was found between math creative problem solving ability and metacognition. Third, according to multiple regression analysis of math creative problem solving ability by component of metacognition, it was found that metacognitive knowledge is the metacognitive component that relatively has the greatest effect on overall math creative problem-solving ability. Fourth, results indicated that metacognitive knowledge has the greatest effect on fluency and originality among subelements of math creative problem solving ability, while metacognitive regulation has the greatest effect on flexibility. It was found that metacognitive experiences relatively has little effect on math creative problem solving ability. This findings suggests the possibility of metacognitive approach in math gifted curricula and programs for cultivating mathematically gifted students' math creative problem-solving ability.

Development and Applications of Mathematical Proof Learning-Teaching Methods: the Generative-Convergent Model (증명학습에서 생성-수렴 수업 모형의 개발과 적용)

  • 이종희;김부미
    • School Mathematics
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    • v.6 no.1
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    • pp.59-90
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    • 2004
  • This study has been established with two purposes. The first one is to development the learning-teaching model for enhancing students' creative proof capacities in the domain of demonstrative geometry as subject content. The second one is to aim at experimentally testing its effectiveness. First, we develop the learning-teaching model for enhancing students' proof capacities. This model is named the generative-convergent model based instruction. It consists of the following components: warming-up activities, generative activities, convergent activities, reflective discussion, other high quality resources etc. Second, to investigate the effects of the generative-convergent model based instruction, 160 8th-grade students are selected and are assigned to experimental and control groups. We focused that the generative-convergent model based instruction would be more effective than the traditional teaching method for improving middle school students' proof-writing capacities and error remediation. In conclusion, the generative-convergent model based instruction would be useful for improving middle grade students' proof-writing capacities. We suggest the following: first, it is required to refine the generative-convergent model for enhancing proof-problem solving capacities; second, it is also required to develop teaching materials in the generative-convergent model based instruction.

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Mathematical Understanding of the Saint-Venant Approximation in Analysis of a Transverse Isotropy (평면이방성 분석에서 Saint-Venant 근사식의 수학적 해석)

  • Park, Chulwhan;Park, Chan;Park, Jung-Wook;Jung, Yong-Bok
    • Tunnel and Underground Space
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    • v.26 no.5
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    • pp.363-374
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    • 2016
  • All five independent elastic constants of a transversely isotropic rock sometimes need to be determined from a single specimen. Saint-Venant approximation has been widely used for a long time in the analysis of single specimen test. This paper has proven how this empirical equation can be mathematically transformed into a form of the apparent Young's modulus based on theory of elasticity. The transformed equation is a monotonous function on anisotropic angle and can be useful in the analysis of the in-situ stress measurement in an anisotropic rock mass. The estimations of data in literatures have shown that the measured values of $G^2$ are uniform on anisotropic angles and smaller than that of Saint-Venant's case. This decrement may be caused by sliding of the interface of strata and the decrement rate is inferred to relate well with the combination of bonding condition of strata and strength of rock material. Accumulation of these kinds of studies in the future enables to define the decrement and to determine elastic constants of a transversely isotropic rock from a single specimen from modifying Saint-Venant approximation.